The British are leaving Britain. I can vouch for that because I saw hordes of them at the Sundance Film Festival. I’m a London-born expat who left Blighty 10 years ago, first for Los Angeles, and now for New York. I was at Sundance, in Park City, Utah, to sell my movie, and to promote a new distribution platform for indie films. Over 10 days, I met fellow Brits everywhere. They were returning knackered from the ski-slopes; complaining about Mormon-inspired restrictions on the size of vodka shots; and trudging drunkenly through the 2am Main Street snow.

I met one of Britain’s best documentarians, Lucy Walker, at a free sushi party. Lucy was born in London and educated at Westminster, Oxford University and New York University graduate school.

She now lives in Venice, California, although tells me: “It’s messy. I’m really tri-coastal between New York, LA and London.”

The subject matter of Lucy’s films is as far from Britain as you can get. She’s chronicled Amish teenagers in Devil’s Playground, and blind Tibetans climbing Everest in Blindsight. At this Sundance, she had the honour of being the first female director ever to have had two films playing concurrently.

For the first, Waste Land, Lucy chose as her subject the world’s largest landfill — the Jardim Gramacho — just outside Rio de Janeiro. She follows Vik Muniz, a Brazilian artist, as he collaborates with rubbish pickers to transform junk into art, so charting a route out of poverty and bolstering the recycling movement.

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“I love taking audiences to a faraway place,” Lucy says. “Only an intrepid filmmaker can show these people to British audiences, and that is exciting for me.”

With a stirring score by Moby, it’s a heart-warming tale of human dignity, and was a worthy winner of the World Cinema Documentary Audience Award.

Lucy’s other film in the festival, Countdown to Zero, about the dire threat the planet still faces from nuclear annihilation, was somewhat less feelgood.

It features interviews with Tony Blair, Henry Kissinger, and Mikhail Gorbachev, who all seem to share a strong desire to get rid of nuclear weapons. The problem is that there are 23,000 of the things extant (mercifully down from 60,000 in their Eighties heyday), and that 40 countries are actively pursuing the technology for a bomb. Uranium is more common than tin. Centrifuges are Fifties technology and dead easy to make. According to probability theory, the chance of a rogue bomb going off is precisely100 per cent.

Another expat documenting man’s inhumanity to man was the celebrated photojournalist Tim Hetherington, who I met in the Yarrow hotel. Tim was The Big Issue’s first staff photographer and subsequently spent eight years in West Africa, mainly covering the war in Liberia. That was all a long way from his birth town of Liverpool, and from Oxford University, where he too was educated. (Lucy says she remembers him as “the quiet guy upstairs”; Tim has no memory of Lucy).

Tim moved from east London to Brooklyn last year, for very logical reasons: “It rains all the time in London, and you can never get a taxi. I work in a photographic discipline where light is everything. There’s just not enough of it in England.”

He was the toast of the festival. His film Restrepo, co-directed with Sebastian Junger, author of Perfect Storm, played on opening night and went on to win the Grand Prize for Best Documentary.

The film follows a platoon of young American soldiers stationed in Afghanistan’s deadly Korengal valley, where Tim, 39, spent 15 months observing the tedious, terrifying reality of war.

Free of commentary, music, expert interviews, or political agenda, the documentary focuses on the experiences of the soldiers, inspiring both admiration for their courage and distress at the futility of their mission.

Seven of the platoon were killed during Tim’s time there, and dozens wounded. He himself was injured during one night patrol and had to be airlifted to Bagram airbase.

The third British director at Sundance to have Oxford as his alma mater was Lancashire-born Michael Winterbottom. At 48, he has already made his name as a versatile director with a stellar filmography, and two of his films were being shown.

In The Shock Doctrine, Winterbottom and his British co-director Mat Whitecross use a lecture tour by Naomi Klein, a Left-wing thinker and acivist, as a jumping-off point for the thesis that mysterious Anglo-American agencies of power have perpetrated a campaign of subjugation over society similar to that used over Jack Nicholson’s character by Nurse Ratchett in One Flew over the Cuckoo’s Nest.

The film kicks off with electro-shock therapy in the Fifties and links this to the economic shock tactics of Milton Friedman, whose “free-market” policies were adopted by Ronald Reagan and Margaret Thatcher and which Klein holds directly responsible for our current economic malaise.

The ultimate shock has been the use of military force, from the CIA-sponsored assassination of Salvador Allende, via the Falklands War as a mechanism for distracting British voters from domestic unrest, to the “shock and awe” of Iraq.

All of which serves, the film maintains, to help leaders avoid practising democracy, enables rich corporations to get richer, and creates an ever more alienated population.

After the screening, sitting on a panel with Winterbottom and Whitecross, Robert Redford, who founded the festival, remarked: “I do believe that agit-propaganda does not work in film – the stories and characters are what matter.”

For this reason, The Shock Doctrine fails, for it is an agit-prop film. The only story is a tendentious academic thesis which, lacking any dissenting voices, has no conflict. The only characters — Klein standing behind a podium, and the filmmakers’ droning voice-overs — are dull and unconvincing.

Winterbottom’s second film is far more successful. A classic noir piece set in the Fifties, The Killer Inside Me is told through the disturbed eyes of Lou Ford (a hardboiled Casey Affleck), a sheriff in a small Texas town.

When Lou enters into an S&M relationship with a prostitute (a luminous Jessica Alba), spanking turns to choking in an atmosphere of erotic danger that evokes other classic noirs such as The Last Seduction and LA Confidential.

A scene in which Affleck punches Alba’s face to pulp while both whisper “I love you” ensured that The Killer Inside Me became the festival’s most controversial film. One outraged woman even stood up at the premiere and shouted: “How dare you programme this, Sundance.”

Yet another graduate of Oxford who is thriving by documenting non-British lives is Sandra Whipham. I first met Sandra two years ago when she was a commissioner at More4 and agreed to help finance my film Courting Condi. Last year she helped produce Afghan Star, an insightful documentary about Afghanistan’s Pop Idol.

This year, she was executive producer of Enemies of the People, which tells the story of the Cambodian journalist Thet Sambath, who has spent 10 years investigating the Khmer Rouge’s slaughter of two million people, including his parents and brother.

Sambath persuades Pol Pot’s right-hand man, Nuon Chea, aka Brother Number 2, to tell his story for the first time. The film, which won the World Cinema Special Jury Prize, culminates in a moving reconciliation between Chea and Sambath. Chea finally expresses regret, while Sambath says that he has forgiven Chea and his accomplices “not for being killers but for telling the truth”.

Contrary to Gore Vidal’s epigram that “whenever a friend succeeds, a little something in me dies”, I am proud of my countrymen and women’s triumphs.

So it is with Eliza Hindmarch. I envy her not for becoming a Sundance Festival darling, but for her ability to glide into the exclusive HBO party while the bouncers looked on me like a cockroach on a wedding cake.

Born in Leeds, Eliza moved to New York in 1995 as a journalist for Marie Claire. “I was 21, and London was boring,” she remembers.

In 2000, she moved to LA to pursue a movie career: “There’s so much more freedom, and more funding opportunities in America,” she says. In 2008, Eliza produced the successful The September Issue, the documentary about Vogue magazine and its English expat editor, Anna Wintour. She then worked with director Davis Guggenheim (who won an Oscar for An Inconvenient Truth) to co-produce Waiting for Superman, a bleak portrayal of the “drop-out factories” that most American children call schools.

The footage of the film’s four young subjects watching a public lottery —staged World Cup-style with rolling balls in a wire cage — which determined whether they would be accepted into a decent school was particularly heart-rending. The film won the Audience Award for Best US Documentary.

Almost anywhere there was a prize, there was a Brit. Diane Bell, who was born in Scotland but now lives in LA, won the £12,500 Sloan Foundation Award – the most lucrative prize of all, for her film, Obselidia, a quirky story of a lonesome librarian writing an encyclopedia of “obsolete occupations” (in which he’s included Love), who takes a trip to Death Valley where he falls for a cinema projectionist, played by Scottish actress Gaynor Howe. And London-born Tilda Swinton produced a beautifully nuanced performance in Italian as an adulterous matriarch in I am Love, a sensual family drama set in Milan.

Despite this plethora of Brits, Britain itself appeared rarely on Park City screens. One exception was the directing debut of Chris Morris. Set in Tinsley, Yorkshire, Four Lions is the funniest religious satire since Life of Brian.

And British guerilla graffiti artist Banksy “anonymously” opened his debut feature film, Exit through the Gift Shop. Not listed in the festival program, it was advertised only via word-of-mouth and on a dozen mysterious pictures sprayed on buildings and utility boxes in Salt Lake City and Park City by the artist. Nonetheless, every screening was sold out. The film calls itself “the world’s first street art disaster movie”, is narrated by Welshman Rhys Ifans (Notting Hill), and concerns the relationship between the unseen, vocally disguised Banksy and a French immigrant filmmaker in LA.

Far less original was Welcome to the Rileys, directed by Jake Scott and produced by his illustrious father Ridley and uncle Tony. Jake managed to pull in some stars, notably James Gandolfini (aka Tony Soprano) and Kristen Stewart (Bella Swan in Twilight).

But the resulting picture fell flat, with interminable scenes of Gandolfini weeping unconvincingly as his teenage daughter and mistress die in quick succession, preposterously propelling him to seek solace in an affair with an underage stripper.

I saw Jake and briefly considered asking him to introduce me to Ms Stewart so I could pitch her the role of Monica Lewinsky for my new musical docu-tragi-comedy Clinton - A Neuro Musical. But my English reserve got the better of me.

* Sebastian Doggart’s films, ‘Courting Condi’ and ‘American Faust - From Condi to Neo-Condi’, can be downloaded from www.indiesdirect.com

* Do you have an expat tale to tell? Send it to us at weeklyt@telegraph.co.uk